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The Review of Asset Pricing Studies is a peer-reviewed journal published by Oxford University Press, covering Financial Markets and Investment Strategies, Corporate Finance and Governance, Banking stability, regulation, efficiency.
| Publisher | Oxford University Press |
|---|---|
| Reference style | Author–year (OUP) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', The Review of Asset Pricing Studies, 12(3), pp. 45–58.
Formats any DOI in the closest standard style — The Review of Asset Pricing Studies has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Corporate Finance and Governance Banking stability, regulation, efficiency Diverse Scientific and Economic Studies Market Dynamics and Volatility |
| ISSN | 2045-9920 |
| Citation impact (2-yr) | 4 |
| h-index | 49 |
| i10-index | 124 |
| Total citations | 10,747 |
| Article processing charge | $3,724 |
| Top institutions publishing here | University of Chicago |
| Journal website | academic.oup.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Abstract No previous infectious disease outbreak, including the Spanish Flu, has affected the stock market as forcefully as the COVID-19 pandemic. In fact, previous pandemics left only mild traces on the U.S. stock market. We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with…
We show that credit risk accounts for only a small fraction of yield spreads for investment-grade bonds of all maturities, with the fraction lower for bonds of shorter maturities, and that it accounts for a much higher fraction of yield spreads for high-yield bonds. This conclusion is shown to be robust across a wide class…
Abstract Utilizing transaction-level financial data, we explore how household consumption responded to the onset of the COVID-19 pandemic. As case numbers grew and cities and states enacted shelter-in-place orders, Americans began to radically alter their typical spending across a number of major categories. In the first half of March 2020, individuals increased total spending by…
We show whether central clearing of a particular class of derivatives lowers counterparty risk. For plausible cases, adding a central clearing counterparty (CCP) for a class of derivatives such as credit default swaps reduces netting efficiency, leading to an increase in average exposure to counterparty default. Further, clearing different classes of derivatives in separate CCPs…
Abstract We use data from aggregate stock and dividend futures markets to quantify how investors’ expectations about economic growth evolved across horizons following the outbreak of the novel coronavirus (COVID-19) and subsequent policy responses until July 2020. Dividend futures, which are claims to dividends on the aggregate stock market in a particular year, can be…
